Compared to single two-dimensional (2D) materials, stacking layered 2D materials with van der Waals (vdW) heterostructures offers novel opportunities to achieve desired exotic properties. Herein, 2D Sb/SnSe vdW heterostructure is constructed by vertically stacking the antimonene (Sb) monolayer on the tin selenide (SnSe) monolayer. We have conducted a theoretical study by using the first-principles calculations to comprehensively examine the electronic, optical, and mechanical properties. Phonon dispersion and ab initio molecular dynamics simulations have demonstrated that the Sb/SnSe vdW heterostructure possesses remarkable stability, ensuring its robustness up to 900 K. The Sb/SnSe vdW heterostructure is characterized as a semiconducting material with a direct band gap of 0.24 eV, calculated by the Heyd-Scuseria-Ernzerhof (HSE06) hybrid functional method. Compared to the pristine Sb and SnSe monolayers, the Sb/SnSe vdW heterostructure exhibits a lower work function value of 3.82 eV. Furthermore, the carrier mobility of the heterostructure demonstrates anisotropic characteristics with a notable improvement in hole-mobility (12.05 × 103 cm2V−1s−1) along the y-direction. The Sb/SnSe vdW heterostructure shows enhanced broadband absorption spectra, especially in the visible to near-infrared ranges. Our findings underscore the potential of the Sb/SnSe vdW heterostructure for future nano-electronic and optoelectronic technologies.